A comparison of some common methods for detecting Granger noncausality

By Judith A. Clarke, Sadaf Mirza. 2006

194 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7a5528a709578156cd01389cbd98d65e2224a77b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Kojo Menyah
2. Y. Wolde‐Rufael

In Statistics and Probability

1. Kojo Menyah
2. Y. Wolde‐Rufael
3. David I. Stern
4. Stephan B. Bruns
5. C. Gross

Citations in the corpus

• The relationship between Co2 emissions, energy consumption, economic growth and FDI: the case of Turkey (2016, background): “Clarke and Mirza (2006) state that because of the size distortions of unit roots and co-integration tests, inappropriate models can be applied to determine causal relationships of the variables.”
• CO2 emissions, nuclear energy, renewable energy and economic growth in the US (2010, background): “(1)–(3)], in order to avoid any spurious causality or spurious absence of causality (Clarke and Mirza, 2006).”
• Is There Really Granger Causality between Energy Use and Output? (2014, background): “Clarke and Mirza (2006) allow a wider variety of data-generating processes.”
• Causality Between Energy and Output in the Long-Run (2013, unknown): “Oh and Lee (2004) and Ghali and El-Sakka (2004) apply Stern's (1993, 2000) methodology to Korea and Canada, respectively, coming to exactly the same conclusions. Lee and Chang (2008) and Lee et al. (2008) use panel data cointegration methods to examine the relationship between energy, GDP, and capit”